Gyroscopic Investing Desert Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the Gyroscopic Investing Desert Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 80 months (from November 1925 to June 1932).

This means that every rolling period of 81 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Gyroscopic Investing Desert Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

GYROSCOPIC INVESTING DESERT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 5.03% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

GYROSCOPIC INVESTING DESERT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.15% +47.72%
Jul 1932 - Jun 1933 		-23.92%
Jul 1931 - Jun 1932 		15.37%
281 out of 1828
US Inflation Adjusted +4.00% +58.19%
Jul 1932 - Jun 1933 		-21.33%
Jul 1919 - Jun 1920 		28.67%
524 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.07% +24.26%
Jul 1984 - Jun 1986 		-16.68%
Jun 1930 - May 1932 		7.16%
130 out of 1816
US Inflation Adjusted +4.23% +25.31%
Jun 1877 - May 1879 		-15.79%
Dec 1916 - Nov 1918 		20.10%
365 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.80% +19.93%
Aug 1984 - Jul 1987 		-10.95%
Jul 1929 - Jun 1932 		2.05%
37 out of 1804
US Inflation Adjusted +4.08% +16.90%
Jul 1932 - Jun 1935 		-13.19%
Aug 1917 - Jul 1920 		14.86%
268 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.84% +20.15%
Jul 1982 - Jun 1986 		-5.97%
Jun 1928 - May 1932 		1.28%
23 out of 1792
US Inflation Adjusted +3.94% +16.80%
Jun 1932 - May 1936 		-13.73%
Jul 1916 - Jun 1920 		12.05%
216 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.96% +18.45%
Apr 1982 - Mar 1987 		-2.64%
Jun 1927 - May 1932 		0.73%
13 out of 1780
US Inflation Adjusted +4.21% +14.59%
Jul 1982 - Jun 1987 		-10.77%
Jul 1915 - Jun 1920 		12.13%
216 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.91% +16.56%
Sep 1981 - Aug 1987 		-0.52%
Jul 1926 - Jun 1932 		0.11%
2 out of 1768
US Inflation Adjusted +4.32% +13.33%
May 1873 - Apr 1879 		-8.71%
Jul 1914 - Jun 1920 		11.14%
197 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.84% +15.67%
Apr 1980 - Mar 1987 		+0.61%
Jul 1925 - Jun 1932 		0.00%
0 out of 1756
US Inflation Adjusted +4.22% +12.05%
Oct 1872 - Sep 1879 		-7.17%
Jun 1913 - May 1920 		9.34%
164 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.88% +15.07%
Mar 1979 - Feb 1987 		+1.63%
Sep 1888 - Aug 1896 		0.00%
0 out of 1744
US Inflation Adjusted +4.15% +11.66%
Jan 1921 - Dec 1928 		-6.50%
Aug 1912 - Jul 1920 		9.12%
159 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.79% +14.59%
Mar 1978 - Feb 1987 		+1.83%
Sep 1887 - Aug 1896 		0.00%
0 out of 1732
US Inflation Adjusted +4.25% +11.79%
Sep 1920 - Aug 1929 		-6.51%
Jul 1911 - Jun 1920 		8.95%
155 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.81% +13.57%
Sep 1977 - Aug 1987 		+1.99%
Sep 1886 - Aug 1896 		0.00%
0 out of 1720
US Inflation Adjusted +4.24% +10.63%
Jun 1920 - May 1930 		-4.37%
Dec 1910 - Nov 1920 		8.37%
144 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.81% +13.28%
Jul 1982 - Jun 1993 		+2.29%
Sep 1882 - Aug 1893 		0.00%
0 out of 1708
US Inflation Adjusted +4.31% +9.97%
Jul 1920 - Jun 1931 		-4.19%
Aug 1909 - Jul 1920 		7.90%
135 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.84% +13.51%
Sep 1974 - Aug 1986 		+2.25%
Aug 1881 - Jul 1893 		0.00%
0 out of 1696
US Inflation Adjusted +4.18% +10.13%
Jul 1921 - Jun 1933 		-3.55%
Aug 1908 - Jul 1920 		7.55%
128 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.87% +13.22%
Sep 1974 - Aug 1987 		+2.51%
Jul 1881 - Jun 1894 		0.00%
0 out of 1684
US Inflation Adjusted +4.13% +10.81%
Jul 1920 - Jun 1933 		-2.56%
Aug 1907 - Jul 1920 		6.41%
108 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.90% +12.30%
Mar 1979 - Feb 1993 		+2.28%
Sep 1882 - Aug 1896 		0.00%
0 out of 1672
US Inflation Adjusted +4.12% +9.80%
Jul 1920 - Jun 1934 		-3.02%
Aug 1906 - Jul 1920 		4.72%
79 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.87% +12.39%
Oct 1974 - Sep 1989 		+2.35%
Sep 1881 - Aug 1896 		0.00%
0 out of 1660
US Inflation Adjusted +4.08% +9.58%
Aug 1920 - Jul 1935 		-2.83%
Aug 1905 - Jul 1920 		3.49%
58 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.86% +12.28%
Jul 1970 - Jun 1986 		+2.61%
Jun 1881 - May 1897 		0.00%
0 out of 1648
US Inflation Adjusted +3.97% +9.86%
Aug 1920 - Jul 1936 		-2.02%
Aug 1904 - Jul 1920 		3.28%
54 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.81% +12.20%
Jul 1970 - Jun 1987 		+2.89%
May 1881 - Apr 1898 		0.00%
0 out of 1636
US Inflation Adjusted +3.89% +9.33%
Aug 1920 - Jul 1937 		-1.76%
Jun 1903 - May 1920 		3.85%
63 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.80% +12.00%
Oct 1974 - Sep 1992 		+3.28%
May 1880 - Apr 1898 		0.00%
0 out of 1624
US Inflation Adjusted +3.83% +8.76%
Aug 1920 - Jul 1938 		-1.78%
Jun 1902 - May 1920 		2.65%
43 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.77% +12.00%
Oct 1974 - Sep 1993 		+3.33%
Jul 1881 - Jun 1900 		0.00%
0 out of 1612
US Inflation Adjusted +3.73% +8.64%
Aug 1920 - Jul 1939 		-2.06%
Jul 1901 - Jun 1920 		1.99%
32 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.81% +11.72%
Jan 1979 - Dec 1998 		+3.21%
Jul 1901 - Jun 1921 		0.00%
0 out of 1600
US Inflation Adjusted +3.74% +8.00%
Aug 1920 - Jul 1940 		-1.09%
Jan 1901 - Dec 1920 		2.63%
42 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Gyroscopic Investing Desert Portfolio: ETF allocation and returns page.